Why doesn't a wire mesh render?
The circle has no faces ( surface to reflect the light so it can be seen ) it can't be rendered like that. You have to make it 'thicker'. For that :


In Object Mode select the circle and switch to Edit Mode (Tab)
Hold  Alt and right-click on the circle ( to select it all vertices )
Press E then S ( extrude and resize )
Move the mouse till you get the desired result